Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (Q730357)
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scientific article; zbMATH DE number 6668654
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| English | Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion |
scientific article; zbMATH DE number 6668654 |
Statements
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (English)
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27 December 2016
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fractional Brownian motion
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central limit theorem
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self-intersection local time
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Wiener chaos expansion
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0.9512362480163574
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0.8638100624084473
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0.8615443110466003
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0.8571160435676575
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0.8557007908821106
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